Weekly Derivatives Report :03 December 2018

1. WEEKLY DERIVATIVE REPORT 03 December 2018 Nifty Futures View Nifty Active Futures Volatility FII Activity 10900.65 India VIX Index 19.16 INDEX FUTURES 172 14.44 Nifty Active Futures OI 19443300 Nifty ATM Call IV INDEX OPTIONS 1522 18.63 Change in OI 132750 Nifty ATM Put IV STOCK FUTURES 32 Premium / Discount 23.90 PCR Index Options 1.70 STOCK OPTIONS 289 Inference Long Build Up PCR F&O Total 0.63 FII Net Activity 2014 HIGHLIGHTS: Nifty futures closed at 10900.65 on a positive note with 0.69% increase in open interest indicating Long Build Up. Nifty Futures closed at a premium of 24 points compared to previous day premium of 32 points. FII's were Buyers in Index Futures to the tune of 172 crores and were Buyers in Index Options to the tune of 1522 crores, Stock Futures were Buyers to the tune of 32 crores. FII's were Net Buyers in derivative segment to the tune of 2014 crores. India VIX index is at 18.70 Nifty ATM call option IV is currently at 14.44 whereas Nifty ATM put option IV is quoting at 18.63. N Ni if ft ty y O Op pt ti io on ns s O OI I D Di is st tr ri ib bu ut ti io on n N Ni if ft ty y O Op pt ti io on ns s - -C Ch ha an ng ge e i in n O OI I Index options PCR is at 1.70 and F&O Total PCR is at 0.63. Among ,PAGEIND & HEROMOTOCO have witnessed long build up and may show strength in coming session. stock futures REPCOHOME ,BATAINDIA Stock which witnessed short build up are OIL ,NTPC ,COALINDIA & DIVISLAB and may remain weak in coming session. Nifty Put options OI distribution shows that 10000 has highest OI concentration followed by 10200 & 10500 which may act as support for current expiry. Nifty Call strike 11000 followed by 11500 witnessed significant OI concentration and may act as resistance for current expiry. S SE EC CU UR RI IT TI IE ES S I IN N B BA AN N P PE ER RI IO OD D: : N NI IL L _ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ _ S St to oc ck k F Fu ut tu ur re es s - - L Lo on ng g B Bu ui il ld d _ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ __ _ S St to oc ck k F Fu ut tu ur re es s - - S Sh ho or rt t B Bu ui il ld d U Up p Fut Price Open Interest Fut Price Symbol % Chg % Chg Symbol % Chg Open Interest % Chg OIL 181.85 -0.02 8956365.00 0.90 REPCOHOME 370.85 0.08 1417000.00 0.47 NTPC 138.95 -0.02 69668000.00 0.62 BATAINDIA 1039.05 0.03 1829300.00 0.26 COALINDIA 243.75 -0.01 43065000.00 0.41 PAGEIND 26693.65 0.05 129500.00 0.16 DIVISLAB 1438.15 -0.02 4099600.00 0.40 HEROMOTOCO 3061.05 0.01 1265800.00 0.14 3 December 2018 For private circulation only

2. WEEKLY DERIVATIVE REPORT Disclosures: The following Disclosures are being made in compliance with the SEBI Research Analyst Regulations 2014 (herein after referred to as the Regulations). 1. Axis Securities Ltd. (ASL) is a SEBI Registered Research Analyst having registration no. INH000000297. ASL, the Research Entity (RE) as defined in the Regulations, is engaged in the business of providing Stock broking services, Depository participant services & distribution of various financial products. ASL is a subsidiary company of Axis Bank Ltd. Axis Bank Ltd. is a listed public company and one of India’s largest private sector bank and has its various subsidiaries engaged in businesses of Asset management, NBFC, Merchant Banking, Trusteeship, Venture Capital, Stock Broking, the details in respect of which are available on www.axisbank.com. 2. 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Research Team E-mail Sr. No Name Designation 1 Rajesh Palviya Technical & DerivativeAnalyst - (Head) Technical Analyst Derivative Analyst rajesh.palviya@axissecurities.in 2 Vaishnavi Jagtap vaishnavi.jagtap@axissecurities.in 3 Miraj Vora miraj.vora@axissecurities.in 4 Hiren Trivedi Kiran Gawle Research Associate hiren.trivedi@axissecurities.in 5 Associate kiran.gawle@axissecurities.in 5. ASL has not received any compensation from the subject company in the past twelve months. ASL has not been engaged in market making activity for the subject company. 6. In the last 12-month period ending on the last day of the month immediately preceding the date of publication of this research report, ASL or any of its associates may have: i. Received compensation for investment banking, merchant banking or stock broking services or for any other services from the subject company of this research report and / or; ii. 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Copyright in this document vests with Axis Securities Limited. Axis Securities Limited, SEBI Single Reg. No.- NSE, BSE & MSEI – INZ000161633, ARN No. 64610, CDSL-IN-DP-CDSL-693-2013, SEBI- Research Analyst Reg. No. INH 000000297, SEBI Portfolio Manager Reg. No.- INP000000654, Main/Dealing off.- Unit No. 2, Phoenix Market City, 15, LBS Road, Near Kamani Junction, Kurla (west), Mumbai-400070, Tel No. – 18002100808, Reg. off.- Axis House, 8th Floor, Wadia International Centre, Pandurang Budhkar Marg, Worli, Mumbai – 400 025.Compliance Officer: Anand Shaha, E-Mail ID: compliance.officer@axisdirect.in,Tel No: 022-42671582. 3 December 2018 For private circulation only